-14.5%
OWL vs SMTC
+732.3%
-746.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -3.7% |
| 7D | +0.8% | +30.5% | -29.7% | -3.1% |
| 30D | +7.3% | -30.9% | +38.2% | +12.0% |
| 3M | -16.8% | -14.7% | -2.2% | -17.3% |
| 6M | +4.0% | -9.6% | +13.6% | 0.0% |
| YTD | -29.0% | +62.1% | -91.1% | -40.3% |
| 1Y | -29.7% | +66.6% | -96.2% | -41.3% |
| All | -14.5% | +732.3% | -746.9% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling